+2,755.4%
AVGO vs KEY
+167.0%
+2,588.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.8% | +4.7% | +3.6% |
| 7D | -0.3% | +2.7% | -3.0% | -1.3% |
| 30D | -13.8% | -3.2% | -10.6% | -12.9% |
| 3M | -6.9% | +1.0% | -7.9% | -7.5% |
| 6M | +11.9% | +11.9% | +0.1% | +7.2% |
| YTD | +6.9% | +8.7% | -1.8% | +3.0% |
| 1Y | +7.4% | +18.5% | -11.1% | +0.2% |
| 3Y | +345.6% | +124.0% | +221.6% | +227.1% |
| 5Y | +718.9% | +40.8% | +678.1% | +574.6% |
| 10Y | +2,755.4% | +167.0% | +2,588.4% | +1,669.9% |
| All | +2,755.4% | +167.0% | +2,588.4% | +1,669.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded KEY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling